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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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55110164219 · May 202619922001200920172026
48 results for matched filter

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Improved real-time UAV terrain following with RVM-RLS filter.

problem Accurate real-time waypoints estimation under measurement noise in nonlinear, time-varying systems.
method Residual Variance Matching Recursive Least Squares (RVM-RLS) filter guided by RVME criterion.
result Improved waypoints estimation accuracy by approximately 88% compared to benchmarks.

Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching is the process of improving the accuracy by aligning GPS data with the road netwo…

2016-11-29abs ↗pdf ↗

The paper audits trading filters, finding a high save-to-miss ratio.

problem Improving the efficiency and accuracy of trading filters in decentralized exchanges.
method A precision audit of filter rules against real trading data, classifying rejection events.
result Conservative save-to-miss ratio of 3.7 : 1, with wider interpretation of 14.8 : 1.

The problem of finding the vertex correspondence between two noisy graphs with different number of vertices where the smaller graph is still large has many applications in social networks, neuroscience, and computer vision. We propose a solution to this problem via a graph matching matched filter: centering and padding…

2018-03-06abs ↗pdf ↗

Unified framework for self-supervised learning via latent distribution matching.

problem Lack of a unifying theoretical framework for diverse SSL methods.
method Casting SSL as latent distribution matching (LDM): maximizing alignment and uniformity.
result Derives a Bayesian filtering model and proves identifiable latent representations.

Paper develops efficient recursive learning for multi-channel systems with heterogeneous dynamics.

problem Accurately learning system dynamics in complex, multi-channel systems with nonlinear and noisy data.
method Formulates system as Gaussian process state-space models (GPSSMs), introduces heterogeneous multi-output kernel, and develops recursive inference framework.
result Matches SOTA offline GPSSMs in accuracy with 1/100 runtime, and outperforms SOTA online GPSSMs by 70% in accuracy under noise with 1/20 runtime.

Paper uses VAEs to detect radar targets in complex noise.

problem Detecting radar targets in compound clutter and thermal noise.
method Proposes a VAE architecture to distinguish radar targets from various noise types.
result The VAE outperforms classical detectors in challenging noise conditions.

Filtering data with a pre-trained model improves multimodal contrastive learning performance.

problem Improving the quality of internet-scale multimodal datasets.
method Characterized the performance of filtered contrastive learning under a bimodal data generation model.
result Data filtering using a pre-trained model reduces contrastive learning error by a factor of η\sqrt{η} in the large ηη regime.

This paper presents a fast Bayesian filtering technique for state estimation.

problem Bottleneck in Bayesian inference for state estimation from noisy sensor data.
method Processor-native uncertainty tracking for uncertainty propagation and inference.
result Deterministic approximate filtering with up to 805x speedup and competitive accuracy.

A new ensemble filter uses transport maps and MMD optimization for high-dimensional data assimilation.

problem High-dimensional data assimilation challenges in ensemble filtering.
method Optimized Maximum Mean Discrepancy (MMD) for transport map construction.
result Significant improvement in robustness and posterior approximation.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

A new ML-based filter improves data assimilation for nonlinear systems.

problem Improving data assimilation for nonlinear systems using ensemble methods.
method Developed a machine learning-based conditional mean filter (ML-EnCMF) integrating ANN and linear functions.
result ML-EnCMF outperforms EnKF and likelihood-based EnCMF in nonlinear systems.

Recommender systems play a central role in providing individualized access to information and services. This paper focuses on collaborative filtering, an approach that exploits the shared structure among mind-liked users and similar items. In particular, we focus on a formal probabilistic framework known as Markov rand…

2016-02-09abs ↗pdf ↗

Study explains Zipf's law using geometric mechanisms from a finite alphabet.

problem Explains Zipf's law in language without relying on linguistic elements.
method Uses the Full Combinatorial Word Model (FCWM) to generate geometric distributions of word lengths.
result Supports predictions of power-law rank-frequency curves, matching various languages.

A new framework for efficient sequence maps using Bayesian filtering and covariance.

problem Designing efficient recurrent sequence maps from explicit memory assumptions.
method Design-model framework, exact Bayesian filtering, query-dependent readout, linear-Gaussian instantiation.
result Improved robustness and retrieval performance across various benchmarks.

Latent-EnSF improves data assimilation for high-dimensional systems with sparse observations.

problem Challenges in high-dimensional, nonlinear Bayesian filtering with sparse observations.
method A novel data assimilation method using latent representations and a coupled VAE for efficient state encoding and reconstruction.
result Latent-EnSF outperforms traditional methods in accuracy, convergence, and efficiency for complex systems.

A new method for signal recovery in high dimensions using projections and diffusion models.

problem Recovering a latent signal from noisy observations with unknown support.
method Metric projection estimator based on score matching in a diffusion model.
result The posterior distribution concentrates near the metric projection of the observed signal.

Kernel Three-Pass Regression Filter improves forecasting efficiency for nonlinear dependencies.

problem Forecasting with high-dimensional predictors and latent factors.
method Developed a new estimator, Kernel Three-Pass Regression Filter (K3PRF), to address nonlinear dependencies.
result Empirically shows significant improvement in long-term forecasting performance.

A new method for estimating uncertainties in neural ODEs without numerical integration.

problem Accurate estimation of predictive uncertainties in neural ODEs.
method Distributional Gradient Matching (DGM) algorithm that jointly trains a smoother and a dynamics model.
result Significantly more accurate predictions compared to traditional methods.

SC-Net learns interpretable filters for inverse problems, achieving optimal convergence and super-resolution.

problem Solving ill-posed inverse problems with effective regularization and interpretability.
method SC-Net operates in the spectral domain, learning a pointwise adaptive filter function based on signal-to-noise ratio.
result SC-Net achieves optimal convergence rate and zero-shot super-resolution, matching theoretical bounds.

Compressed Monte Carlo improves efficiency in Bayesian inference.

problem Efficiently approximating posterior distributions in Bayesian models.
method Introduces Compressed Monte Carlo (C-MC) to compress statistical information.
result C-MC schemes outperform traditional methods in particle filtering and adaptive IS algorithms.

XploVAE improves recommendation by balancing known and novel items.

problem Balancing known and novel items for better recommendations.
method Constructs user-specific subgraphs for exploitation and exploration, learns personalized item embeddings.
result Demonstrates effectiveness on various real-world datasets.